+19.6%
CCI vs IT
+92.9%
-73.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -4.4% | -12.7% | +8.3% | -1.7% |
| 30D | +0.3% | -8.9% | +9.2% | +2.1% |
| 3M | -20.0% | +10.1% | -30.1% | -22.4% |
| 6M | -14.5% | +7.3% | -21.8% | -17.1% |
| YTD | -14.9% | -32.4% | +17.5% | -9.8% |
| 1Y | -17.7% | -26.6% | +9.0% | -14.7% |
| 3Y | -12.4% | -51.8% | +39.5% | -3.2% |
| 5Y | -50.1% | -45.6% | -4.5% | -47.5% |
| All | +19.6% | +92.9% | -73.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling